Linear regression results

import pickle
import jax

import matplotlib.pyplot as plt
import jax.numpy as jnp
import tensorflow_probability.substrates.jax as tfp
from scipy.stats import gaussian_kde
import plotly.express as px
import pandas as pd
import pickle
tfd = tfp.distributions
import plotly
from laplax import ADLaplace
plotly.offline.init_notebook_mode()

2022-06-22 17:28:04.702758: W tensorflow/stream_executor/platform/default/dso_loader.cc:64] Could not load dynamic library 'libcudart.so.11.0'; dlerror: libcudart.so.11.0: cannot open shared object file: No such file or directory

def plot_all(varient=''):
    all_pdfs = []
    all_labels = [] 
    varient= str(varient)
    x = jnp.linspace(0,6,10000)
    with open('./results_data/linear_regression_Ajax'+varient,'rb') as f:
        variational  = pickle.load(f)
    params = variational.get_params()
    loc_m, scale = jax.tree_leaves(variational.transform_dist(params['theta']))
    scale = jnp.dot(scale, scale.T)
    for i in range(2):
        y = tfd.Normal(loc = loc_m[i],scale = jnp.sqrt(scale[i][i])).prob(x)
        all_pdfs.append(y)

    all_labels.append('Ajax VI theta0')
    all_labels.append('Ajax VI theta1')

    with open('./results_data/linear_regression_laplace'+varient,'rb') as f:
        laplace = pickle.load(f)
    loc_m = laplace['mean']
    std = jnp.sqrt(jnp.diag(laplace['cov']))
    for i in range(2):
        y = tfd.Normal(loc = loc_m[i],scale = std[i]).prob(x)
        all_pdfs.append(y)
    all_labels.append('Laplace approximation theta0')
    all_labels.append('Laplace approximation theta1')

    with open('./results_data/MCMC_Blackjax'+varient,'rb') as f:
        black_samples = pickle.load(f)
    for i in range(2):
        kde_black = gaussian_kde(black_samples.position['theta'][:,i])
        pdf_black = kde_black(x)
        all_pdfs.append(pdf_black)
    all_labels.append('Blackjax rmh theta0') 
    all_labels.append( 'Blackjax rmh theta1')

    all_pdfs = jnp.array(all_pdfs).reshape((-1))
    no_estimates = len(all_labels)
    all_labels_repeated = [item for item in all_labels for i in range(x.shape[0])]
    x_repeated = jnp.tile(x,no_estimates)
    to_df = {
        "theta":x_repeated,
        "PDF":all_pdfs,
        "label": all_labels_repeated

    }
    df = pd.DataFrame(to_df)

    fig = px.line(to_df,"theta","PDF",color="label",title=f"Linear regression posterior") 
    fig.show()

plot_all()

!jupyter nbconvert --to HTML linear_regression_results.ipynb